add.stoplossrule: add a stop loss rule to a strategy

In Chen-Chaozong/extraquantstrat: extra functions of Quantitative Strategy Model Framework

Description

add a stop loss rule to a strategy

Usage

add.stoplossrule(strategy, name, arguments, parameters = NULL, label = NULL,
  parent = NULL, type = "exit", ..., enabled = TRUE, indexnum = NULL,
  path.dep = TRUE, timespan = NULL, store = FALSE, storefun = TRUE)

Arguments

strategy	an object of type 'strategy' to add the rule to
name	name of the stop loss rule, must correspond to an R function
arguments	named list of default arguments to be passed to an rule function when executed
parameters	vector of strings naming parameters to be saved for apply-time definition
label	arbitrary text label for rule output, NULL default will be converted to '<name>.rule'
parent	the label of the parent rule for a chain rule, unavailable
type	should be exit, and it is default
...	any other passthru parameters
enabled	TRUE/FALSE whether the rule is enabled for use in applying the strategy, default TRUE
indexnum	if you are updating a specific rule, the index number in the $rules[type] list to update
path.dep	TRUE/FALSE whether rule is path dependent, default TRUE, see Details
timespan	an xts/ISO-8601 style time subset, like "T08:00/T15:00", see Details
store	TRUE/FALSE whether to store the strategy in the .strategy environment, or return it. default FALSE
storefun	TRUE/FALSE whether to store the function in the rule, default TRUE. setting this option to FALSE may slow the backtest, but makes debug usable

Value

if strategy was the name of a strategy, the name. It it was a strategy, the updated strategy.

Chen-Chaozong/extraquantstrat documentation built on May 6, 2019, 10:10 a.m.